Anic Equity¶

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Total return since start: 0.575 %¶

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Equity now: -----------------------------> 48104.65 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46709.75 Kr¶

PnL: ---------------------------------------> -178.82 Kr¶

DD now: ---------------------------------> -1.08 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 16:04:11.535478'

Anic Portfolio¶

Today¶

Return: 0.824 %¶

This Week¶

Return: 1.202 %¶

Total¶

Return: 57.482 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.370000 2880.500000 244.500000 9.280000 2636.000010
Beijer Electronics Group 26 1.340000 3146.000000 175.000000 5.890000 2971.000006
Corem Property Group B 59 -0.530000 659.030000 82.030000 14.220000 576.999999
Boozt 12 1.480000 1731.600000 77.600000 4.690000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 -0.320000 432.600000 77.600000 21.860000 355.000000
HMS Networks 2 1.170000 728.000000 55.000000 8.170000 673.000000
OEM International B 7 2.020000 567.000000 39.000000 7.390000 527.999997
Intrum 4 2.340000 559.000000 32.000000 6.070000 527.000000
Norva24 Group 16 5.020000 569.280000 26.280000 4.840000 543.000000
Eastnine 4 2.220000 516.800000 25.800000 5.250000 491.000000
SAAB B 8 0.160000 3400.000000 23.000000 0.680000 3377.000000
Coor Service Management Hold. 8 1.100000 552.800000 20.800000 3.910000 532.000000
MedCap 2 -0.910000 436.000000 15.000000 3.560000 421.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 576.450000 14.450000 2.570000 562.000005
AcadeMedia 12 1.880000 571.200000 14.200000 2.550000 557.000004
Samhällsbyggnadsbo. i Norden D 12 0.180000 260.160000 14.160000 5.760000 246.000000
Resurs Holding 22 0.650000 582.340000 8.340000 1.450000 573.999998
Securitas B 6 1.290000 576.720000 6.720000 1.180000 570.000000
Karnov Group 9 -1.150000 541.800000 5.800000 1.080000 536.000004
Swedbank A 3 1.310000 566.400000 2.400000 0.430000 564.000000
Creaspac SPAC 6 0.000000 578.400000 1.400000 0.240000 577.000002
Midsona B 63 0.000000 583.380000 0.380000 0.070000 582.999984
CTEK 13 2.160000 534.170000 0.170000 0.030000 533.999999
Essity B 2 -1.520000 571.200000 -2.800000 -0.490000 574.000000
Handelsbanken A 5 -0.180000 543.000000 -3.000000 -0.550000 546.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
Nordea Bank Abp 29 -0.100000 3445.780000 -8.220000 -0.240000 3453.999992
FM Mattsson Mora Group B 50 -2.020000 2910.000000 -17.000000 -0.580000 2927.000000
International Petroleum Corp. 5 2.950000 559.000000 -35.570000 -5.980000 594.565215
Vivesto 1368 0.050000 559.240000 -53.760000 -8.770000 612.999432
Sampo Oyj SDB 7 -0.460000 3762.500000 -87.500000 -2.270000 3850.000000
OX2 18 1.840000 1541.700000 -122.300000 -7.350000 1663.999992
Axfood 13 1.200000 3630.900000 -125.100000 -3.330000 3756.000001
Ovzon 52 4.250000 3062.800000 -299.200000 -8.900000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46709.750000 -178.820000 -1.08008% 46888.564618

Updated:¶

'2023-01-18 16:04:24.314886'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶